Q2. You collected 500 weeks of data (2500 days total). Based on that you find Tuesday's mean return is 12 bps. Mean return of all days is 2 bps. Stdev across all days is 100 bps. There is no...


Q2. You collected 500 weeks of data (2500 days total). Based on that you find Tuesday's mean return is 12 bps. Mean return of all days is 2 bps. Stdev across all days is 100 bps. There is no noticeable difference b/w Tuesday stdev vs other weekdays' stdev.

question c


Q2b. What is the z-score (t-stat) for the difference b/w Tuesday's mean return and other weekdays's mean return?


Q2c. What is the stdev for the difference above? What is the 95% Confidence interval?



Jun 01, 2022
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